Report NEP-MST-2009-01-03

Subscribe to this report: email or RSS

Other reports in NEP-MST

The following items were anounced in this report:

• Sylwia Nowak, 2008. "How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks?," CAMA Working Papers 2008-38, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
• Renaud Beaupain & Alain Durré, 2008. "The interday and intraday patterns of the overnight market - evidence from an electronic platform," Working Paper Series 988, European Central Bank. [Downloadable!]
• Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank. [Downloadable!]
• Julien Idier & Stefano Nardelli, 2008. "Probability of informed trading on the euro overnight market rate - an update," Working Paper Series 987, European Central Bank. [Downloadable!]
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2008. "Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds," NBER Working Papers 14609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ron Alquist, 2008. "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Working Papers 08-47, Bank of Canada. [Downloadable!]
• Daniel L. Thornton, 2008. "The daily and policy-relevant liquidity effects," Working Paper Series 984, European Central Bank. [Downloadable!]
• Eric Rasmusen & Young-Ro Yoon, 2008. "First versus Second-Mover Advantage with Information Asymmetry about the Size of New Markets," Working Papers 2008-15, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]

This page was last updated on 2009-12-6.